+66.3%
MA vs GRAB
-71.6%
+137.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.5% | +5.9% | 0.0% |
| 7D | -3.5% | -13.9% | +10.4% | -2.2% |
| 30D | +0.8% | -17.2% | +17.9% | +2.4% |
| 3M | +14.8% | -7.9% | +22.7% | +15.5% |
| 6M | +10.0% | -23.2% | +33.2% | +12.3% |
| YTD | -0.1% | -39.1% | +39.0% | +4.0% |
| 1Y | -2.2% | -42.5% | +40.3% | +2.0% |
| 3Y | +39.3% | -18.3% | +57.5% | +39.3% |
| 5Y | +66.3% | -71.7% | +138.1% | +58.1% |
| All | +66.3% | -71.6% | +137.9% | +58.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GRAB.
Daily Out/Under-Performance
Portfolio return minus GRAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRAB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded GRAB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling